58 citations · 145 across the 10 of their papers we have counts for
3 papers · 1 filter
Complexity of near-optimal robust versions of multilevel optimization problems
Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne
Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels. We analyze the complex…
Design and implementation of a modular interior-point solver for linear optimization
Miguel F. Anjos, Andrea Lodi, Mathieu Tanneau
This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization. It implements a regularized homogeneous inte…
Control of Two Energy Storage Units with Market Impact: Lagrangian Approach and Horizons
Miguel F. Anjos, James R. Cruise, Albert Solà Vilalta
Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the…